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Model averaging, asymptotic risk, and regressor groups
Hansen, Bruce E. - In: Quantitative Economics 5 (2014) 3, pp. 495-530
condition is a direct extension of the classic theory of James–Stein shrinkage. This discovery suggests the practical rule that …
Persistent link: https://www.econbiz.de/10011599663
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Model averaging, asymptotic risk, and regressor groups
Hansen, Bruce E. - In: Quantitative economics : QE ; journal of the … 5 (2014) 3, pp. 495-530
Persistent link: https://www.econbiz.de/10011546608
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The risk of James-Stein and Lasso Shrinkage
Hansen, Bruce E. - In: Econometric reviews 35 (2016) 8/10, pp. 1456-1470
Persistent link: https://www.econbiz.de/10011592359
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Stein-like 2SLS estimator
Hansen, Bruce E. - In: Econometric reviews 36 (2017) 6/9, pp. 840-852
Persistent link: https://www.econbiz.de/10011795510
Cover Image
Model averaging, asymptotic risk, and regressor groups
Hansen, Bruce E. - In: Quantitative economics : QE ; journal of the … 5 (2014) 3, pp. 495-530
condition is a direct extension of the classic theory of James-Stein shrinkage. This discovery suggests the practical rule that …
Persistent link: https://www.econbiz.de/10011757275